FredApi offers the possibility to access the FRED Developer API in R.
This package was ported from FredApi.jl in Julia.
#install.packages("FredApi") # not (yet?) supported
or
devtools::install_github("markushhh/FredApi")
Download a full dataset with
x <- get_symbols("GDPC1")
head(x, 10)
output
[,1]
1947-01-01 2033.061
1947-04-01 2027.639
1947-07-01 2023.452
1947-10-01 2055.103
1948-01-01 2086.017
1948-04-01 2120.450
1948-07-01 2132.598
1948-10-01 2134.981
1949-01-01 2105.562
1949-04-01 2098.380
To change the time frame of the dataset, the xts package comes in really handy.
library("xts")
subset with end date
x["::1948-01-01"]
output
[,1]
2018-01-01 18438.25
2018-04-01 18598.13
2018-07-01 18732.72
2018-10-01 18783.55
2019-01-01 18927.28
2019-04-01 19021.86
2019-07-01 19121.11
subset only with start year
x["2018::"]
output
[,1]
1947-01-01 2033.061
1947-04-01 2027.639
1947-07-01 2023.452
1947-10-01 2055.103
1948-01-01 2086.017
subset with start and end date
x["2012-01-01::2013-01-01"]
output
[,1]
2012-01-01 16129.42
2012-04-01 16198.81
2012-07-01 16220.67
2012-10-01 16239.14
2013-01-01 16382.96
To explore more options, go to link1 or link2.
library("ggplot2")
x <- get_symbols("FEDFUNDS")
x <- data.frame(x = x, time = time(x))
ggplot(x) +
geom_line(aes(time, x), col = "blue", size = 1) +
theme_minimal() +
xlab("") +
ylab("")
